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MRCI's End of Day Prices
Daily Futures Price Listing Wed April 28, 2010
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
May10 100428 982.00 992.00 977.50 982.75 unch 42,125 39,939 -7,660
Jul10 100428 992.50 1002.00 988.00 993.50 +0.50 83,509 234,250 +3,385
Aug10 100428 985.25 999.75 985.00 991.25 +1.50 1,257 15,541 -105
Sep10 100428 970.00 984.25 968.75 976.00 +3.25 1,740 10,754 +135
Nov10 100428 961.00 974.00 957.00 965.50 +3.75 14,621 155,138 +1,811
Jan11 100428 968.50 982.00 967.50 974.00 +3.75 330 10,998 +97
Mar11 100428 977.00 983.50 975.00 979.50 +4.50 249 5,167 -41
Total Volume and Open Interest 145,019 489,991 -1,937
Soybean Meal(CBOT)
May10 100428 287.10 291.00 285.90 288.60 +1.60 15,794 21,844 -2,757
Jul10 100428 286.50 290.50 285.00 289.40 +2.60 30,543 101,550 +3,303
Aug10 100428 283.10 287.80 282.30 287.00 +3.10 1,418 14,336 -44
Sep10 100428 276.90 283.10 276.90 282.00 +3.90 866 11,042 -83
Oct10 100428 270.00 274.70 269.80 274.00 +4.30 764 8,221 +129
Dec10 100428 268.70 274.00 261.50 273.10 +4.10 3,631 33,001 -2,053
Jan11 100428 270.70 274.10 270.50 273.30 +4.30 178 4,093 +52
Mar11 100428 272.00 274.30 272.00 274.30 +4.40 159 3,150 +23
Total Volume and Open Interest 53,441 201,484 -1,401
Soybean Oil(CBOT)
May10 100428 39.13 39.26 38.48 38.54 -0.58 25,226 30,707 -4,743
Jul10 100428 39.51 39.68 38.85 38.92 -0.64 44,326 152,476 -1,187
Aug10 100428 39.62 39.88 39.10 39.11 -0.65 2,934 19,932 +26
Sep10 100428 39.71 40.04 39.23 39.27 -0.64 2,769 12,639 -8
Oct10 100428 39.84 40.17 39.36 39.41 -0.63 1,549 10,219 +596
Dec10 100428 40.34 40.54 39.74 39.79 -0.63 6,013 52,217 +216
Jan11 100428 40.79 40.79 40.04 40.04 -0.63 33 3,053 +22
Mar11 100428 40.80 40.92 40.27 40.27 -0.65 74 1,602 +40
Total Volume and Open Interest 82,971 285,911 -5,020
Canola(WCE)
May10 100428 382.0 385.1 379.0 381.3 -1.8 4,042 7,971 -6,558
Jul10 100428 389.0 392.7 385.7 388.2 -2.3 14,043 91,460 +3,235
Nov10 100428 391.0 394.7 388.9 390.6 -2.3 3,216 30,854 +3
Jan11 100428 397.1 397.8 393.0 394.2 -2.3 643 1,954 +153
Mar11 100428 399.9 399.9 395.9 397.0 -2.4 257 1,090 +136
Total Volume and Open Interest 22,461 134,220 -2,881
Corn(CBOT)
May10 100428 348.50 361.75 348.25 357.00 +9.50 92,137 80,118 -22,367
Jul10 100428 354.75 367.75 354.00 364.00 +10.25 149,683 501,477 +7,464
Sep10 100428 361.75 374.00 361.25 371.00 +9.50 25,647 149,375 +2,241
Dec10 100428 369.50 380.50 368.25 377.75 +8.75 46,457 311,442 +3,561
Mar11 100428 382.25 393.50 382.00 390.50 +8.50 2,512 45,011 +838
May11 100428 391.00 400.00 390.75 398.75 +7.75 502 8,882 +100
Total Volume and Open Interest 322,372 1,158,557 -7,610
Wheat(CBOT)
May10 100428 477.00 485.00 470.75 476.25 -2.00 15,952 24,745 -3,311
Jul10 100428 488.00 496.50 482.25 488.00 -2.50 64,370 237,677 +1,530
Sep10 100428 505.00 512.75 499.00 504.25 -2.75 6,852 77,979 +1,665
Dec10 100428 532.25 541.00 526.75 531.75 -2.25 5,152 68,290 -738
Mar11 100428 558.00 565.50 556.00 558.75 -2.25 852 15,700 +298
Total Volume and Open Interest 95,157 452,322 +210
Wheat(KCBT)
May10 100428 491.50 501.50 487.00 491.50 -1.00 7,149 9,513 -4,032
Jul10 100428 502.00 511.75 497.00 502.00 -1.00 13,177 66,944 -537
Sep10 100428 512.75 521.50 508.75 513.75 -1.00 1,083 13,212 +114
Dec10 100428 531.50 540.00 527.50 531.50 -1.00 1,380 44,254 +296
Mar11 100428 551.25 555.75 546.25 548.75 -0.75 392 9,530 +142
Total Volume and Open Interest 23,903 151,872 -3,624
Wheat(MGE)
May10 100428 516.00 521.50 511.00 513.00 -3.25 1,328 4,249 -510
Jul10 100428 527.00 535.75 521.75 524.00 -4.00 2,809 18,854 +177
Sep10 100428 543.25 544.00 532.75 535.00 -4.50 337 7,071 -1
Dec10 100428 556.00 562.50 552.75 553.75 -3.00 443 7,184 -52
Mar11 100428 574.00 579.00 570.50 570.75 -3.50 78 1,548 +54
Total Volume and Open Interest 5,234 42,469 -324
Oats(CBOT)
May10 100428 199.00 203.25 196.75 200.00 -1.00 396 1,827 -106
Jul10 100428 208.25 211.00 205.25 208.25 -0.75 432 11,722 +153
Sep10 100428 217.25 217.50 216.25 216.50 -0.75 7 1,172 +3
Dec10 100428 226.50 231.25 226.50 229.00 -0.75 246 2,652 -13
Total Volume and Open Interest 1,081 17,381 +37
Rough Rice(CBOT)
May10 100428 12.18 12.26 11.98 12.02 -0.24 750 3,580 -233
Jul10 100428 12.45 12.56 12.24 12.30 -0.23 781 7,658 +290
Sep10 100428 12.31 12.40 12.07 12.15 -0.18 279 2,801 +89
Nov10 100428 12.48 12.48 12.23 12.29 -0.16 148 1,489 +6
Total Volume and Open Interest 2,016 16,454 +143
Live Cattle(CME)
Apr10 100428 98.150 98.635 97.550 98.050 unch 2,233 6,145 -1,395
Jun10 100428 93.850 94.100 92.950 93.430 -0.300 19,235 165,307 -2,208
Aug10 100428 92.750 93.035 92.000 92.650 -0.080 9,794 86,500 -364
Oct10 100428 94.950 95.180 94.350 94.785 -0.015 3,476 57,317 +669
Dec10 100428 96.535 96.650 95.980 96.400 +0.070 3,573 32,398 +1,444
Feb11 100428 97.600 97.785 97.250 97.600 +0.100 412 15,999 +173
Total Volume and Open Interest 39,035 372,368 -1,547
Feeder Cattle(CME)
Apr10 100428 113.100 113.730 113.100 113.285 +0.085 340 1,680 +12
May10 100428 112.750 113.480 112.035 112.300 -0.780 1,717 10,931 -452
Aug10 100428 115.580 116.330 114.800 115.535 -0.395 2,301 23,577 +399
Sep10 100428 115.330 116.000 114.550 115.230 -0.500 211 4,744 -30
Oct10 100428 114.500 115.285 114.150 114.700 -0.435 166 2,160 +66
Nov10 100428 114.730 115.000 114.050 114.800 unch 61 1,097 +17
Jan11 100428 112.600 112.600 112.000 112.250 -0.350 5 247 -8
Total Volume and Open Interest 4,808 44,470 +11
Lean Hogs(CME)
May10 100428 88.000 88.635 87.400 88.200 +0.065 1,140 5,997 -103
Jun10 100428 85.000 85.500 83.900 84.600 -0.350 11,809 82,535 -1,399
Jul10 100428 84.980 85.250 83.900 84.650 -0.050 3,738 33,492 +182
Aug10 100428 85.250 85.600 84.180 84.830 -0.220 2,950 39,779 -365
Oct10 100428 75.900 76.180 74.950 75.550 +0.075 1,474 29,122 +214
Dec10 100428 72.850 73.400 72.550 73.250 +0.215 1,008 19,515 +298
Feb11 100428 73.330 73.800 72.900 73.800 +0.350 42 5,360 +16
Apr11 100428 74.500 75.100 74.350 74.700 +0.500 94 2,356 +66
Total Volume and Open Interest 22,267 218,922 -1,082
Pork Bellies(CME)
May10 100428 97.000 97.200 96.500 97.200 +0.700 15 83 -11
Jul10 100428 97.900 99.035 97.800 97.800 unch 9 102 -4
Aug10 100428 95.000 96.050 95.000 95.000 unch 12 23 -4
Feb11 100428 97.500 97.500 97.500 97.500 unch 0 1 +0
Mar11 100428 98.000 98.000 98.000 98.000 unch 0 1 +0
Total Volume and Open Interest 36 210 -19
Class III Milk(CME)
Apr10 100428 12.95 12.96 12.93 12.94 +0.01 112 4,318 -57
May10 100428 13.55 13.56 13.40 13.41 -0.08 122 4,795 -13
Jun10 100428 14.03 14.13 13.87 13.90 -0.10 213 4,502 +56
Jul10 100428 14.68 14.74 14.44 14.45 -0.20 76 3,254 -2
Aug10 100428 15.14 15.20 14.99 15.05 -0.10 51 3,005 +18
Total Volume and Open Interest 649 30,687 +13
Cocoa(ICE)
May10 100428 3187 3210 3176 3184 -11 5 91 -5
Jul10 100428 3194 3220 3176 3193 -12 6,187 62,616 +1,462
Sep10 100428 3213 3238 3200 3211 -13 630 23,254 +1,283
Dec10 100428 3232 3254 3214 3228 -11 288 14,847 +738
Mar11 100428 3233 3260 3225 3242 -12 131 14,235 +986
May11 100428 3237 3262 3229 3247 -14 34 6,215 +81
Jul11 100428 3242 3255 3242 3255 -13 3 2,835 -1
Total Volume and Open Interest 7,279 128,872 +4,594
Coffee "C"(ICE)
May10 100428 130.75 134.60 130.75 133.85 +3.05 139 936 -38
Jul10 100428 130.85 134.70 130.70 133.90 +3.05 7,645 80,477 +613
Sep10 100428 132.30 136.00 132.30 135.30 +2.95 2,364 24,342 +834
Dec10 100428 134.00 137.55 133.90 136.95 +2.95 346 16,957 +327
Mar11 100428 136.25 139.00 136.25 138.40 +3.00 102 7,658 +24
May11 100428 139.35 139.80 139.30 139.30 +2.95 13 3,830 +11
Total Volume and Open Interest 10,715 136,818 +1,777
Orange Juice(ICE)
May10 100428 134.40 137.00 134.15 134.90 +0.50 610 4,952 -528
Jul10 100428 136.40 139.00 135.80 136.95 +0.55 921 18,554 +171
Sep10 100428 138.15 140.45 138.15 138.55 +0.40 186 5,745 +150
Nov10 100428 140.20 140.65 139.50 139.75 +0.35 9 1,112 +8
Jan11 100428 141.45 141.75 140.75 141.00 +0.40 4 768 +4
Mar11 100428 140.70 141.00 140.70 140.75 +0.45 7 157 +2
Total Volume and Open Interest 1,743 31,554 -188
Sugar #11(ICE)
May10 100428 15.15 15.20 14.55 14.63 -0.49 14,551 39,672 -5,073
Jul10 100428 15.37 15.47 14.81 14.86 -0.51 34,600 279,140 +3,960
Oct10 100428 16.04 16.16 15.50 15.53 -0.57 9,614 155,846 +226
Mar11 100428 16.86 16.92 16.30 16.34 -0.55 3,131 72,360 +755
May11 100428 16.55 16.70 16.20 16.22 -0.47 982 21,414 +156
Total Volume and Open Interest 65,230 648,388 -331
London Cocoa(LCE)
May10 100401 2251 2273 2242 2251 -4 5,705 54,695 -29
Jul10 100428 2377 2395 2367 2383 +24 7,411 44,793 +2,223
Sep10 100428 2340 2353 2329 2346 +22 3,146 27,979 +1,838
Dec10 100428 2292 2303 2284 2294 +22 809 18,801 +285
Mar11 100428 2252 2269 2249 2258 +20 1,317 19,799 +785
May11 100428 2250 2273 2250 2259 +20 91 4,063 +4
Jul11 100428 2278 2278 2264 2264 +20 59 768 +44
Total Volume and Open Interest 18,499 162,783 +2,791
London Sugar(LCE)
Aug10 100428 465.50 469.00 455.00 455.10 -9.90 4,587 34,081 -290
Oct10 100428 443.50 445.60 431.70 432.50 -9.00 1,634 11,403 +498
Dec10 100428 440.70 442.40 430.20 430.20 -10.30 150 3,071 +210
Mar11 100428 451.30 452.00 440.40 440.70 -8.80 103 2,194 +9
May11 100428 445.60 446.00 441.30 441.30 -7.20 2 1,403 +0
Total Volume and Open Interest 6,479 52,543 +427
Cotton(ICE)
May10 100428 84.20 84.20 83.21 83.63 +0.58 252 1,885 -4,154
Jul10 100428 85.20 86.00 84.41 84.90 -0.30 8,358 121,971 +1,351
Oct10 100428 79.42 80.55 79.42 79.74 +0.29 101 622 +82
Dec10 100428 77.34 77.74 77.21 77.49 +0.14 4,012 55,124 +1,544
Mar11 100428 78.50 78.77 78.39 78.65 +0.26 194 5,283 -71
May11 100428 78.74 78.74 78.74 78.74 +0.27 54 189 -1
Total Volume and Open Interest 13,227 188,995 -1,228
Lumber(CME)
May10 100428 305.1 307.6 300.2 300.2 -2.3 424 2,232 -164
Jul10 100428 317.2 322.8 315.0 315.0 unch 503 6,198 +126
Sep10 100428 319.0 324.3 319.0 322.8 +4.3 130 2,195 +21
Nov10 100428 299.0 302.5 296.7 302.5 +4.5 53 602 +15
Total Volume and Open Interest 1,110 11,234 -2
Crude Oil(NYM)
Jun10 100428 81.84 83.44 81.29 83.22 +0.78 337,123 369,104 +6,508
Jul10 100428 84.32 85.90 83.80 85.67 +0.67 145,246 194,540 +7,565
Aug10 100428 86.06 87.48 85.60 87.29 +0.52 62,507 84,056 +5,564
Sep10 100428 87.00 88.35 86.64 88.19 +0.43 28,002 73,919 +763
Oct10 100428 87.76 88.95 87.43 88.82 +0.39 7,626 37,039 +720
Nov10 100428 88.00 89.40 87.94 89.33 +0.36 5,632 26,765 -686
Dec10 100428 88.74 89.96 88.26 89.76 +0.31 37,335 195,585 -1,687
Jan11 100428 89.56 90.09 88.97 90.09 +0.28 1,955 32,141 +126
Feb11 100428 89.78 90.39 89.28 90.39 +0.26 1,418 13,598 +70
Mar11 100428 89.73 90.67 89.39 90.67 +0.24 1,658 17,435 -329
Apr11 100428 90.19 90.92 90.09 90.92 +0.22 1,604 13,102 -400
May11 100428 90.54 91.14 90.11 91.14 +0.20 835 5,412 +92
Jun11 100428 90.50 91.40 89.93 91.34 +0.20 2,393 37,210 +532
Jul11 100428 91.49 91.49 91.49 91.49 +0.17 98 5,013 -25
Aug11 100428 91.64 91.64 91.64 91.64 +0.16 38 3,731 -7
Sep11 100428 91.80 91.80 91.80 91.80 +0.15 292 6,278 -12
Total Volume and Open Interest 646,918 1,387,460 +19,781
e-miNY Crude Oil(NYM)
Apr10 100319 82.200 82.200 79.850 80.675 -1.525 6,323 2,952 -500
May10 100419 82.975 82.975 80.525 81.450 -1.800 6,906 4,826 -603
Jun10 100427 83.900 84.350 81.725 82.450 -1.750 10,954 5,350 -124
Jul10 100428 84.325 85.900 83.725 85.675 +0.675 812 1,080 +174
Aug10 100428 86.000 87.375 86.000 87.300 +0.525 104 147 +53
Sep10 100428 86.925 88.200 86.925 88.200 +0.450 3 17 +1
Oct10 100428 88.000 88.825 87.550 88.825 +0.400 0 13 +0
Nov10 100428 88.050 89.500 88.050 89.325 +0.350 1 2 +0
Dec10 100428 89.025 89.750 88.750 89.750 +0.300 10 49 +1
Jan11 100428 90.100 90.100 90.100 90.100 +0.300      
Total Volume and Open Interest 9,916 6,770 +296
Heating Oil(NYM)
May10 100428 222.15 223.71 219.38 222.90 -0.13 26,100 22,350 -4,748
Jun10 100428 224.60 226.17 222.00 225.42 -0.09 43,875 98,230 +5,867
Jul10 100428 226.92 228.25 224.42 227.84 +0.06 7,844 38,768 +1,320
Aug10 100428 229.29 230.40 226.85 230.30 +0.16 4,181 22,865 -466
Sep10 100428 231.18 233.19 229.40 232.80 +0.12 3,274 21,747 -210
Oct10 100428 234.00 235.75 232.05 235.42 +0.13 1,022 14,408 +61
Nov10 100428 234.92 238.07 234.92 238.07 +0.13 584 11,342 +51
Dec10 100428 239.59 241.07 237.39 240.72 +0.13 6,763 30,739 +664
Jan11 100428 242.24 243.37 240.44 243.37 +0.15 324 13,837 +194
Feb11 100428 243.85 245.05 242.45 245.05 +0.19 153 4,980 +26
Mar11 100428 243.54 245.62 243.23 245.62 +0.22 170 6,124 -54
Apr11 100428 242.42 244.97 242.42 244.97 +0.28 171 2,407 +30
Total Volume and Open Interest 96,018 309,389 +3,517
Gasoline(NYMEX)
May10 100428 231.47 233.45 229.49 233.27 +0.59 21,714 29,393 -3,622
Jun10 100428 231.70 233.59 229.58 233.30 +0.46 45,740 108,427 +1,510
Jul10 100428 232.78 233.71 229.85 233.55 +0.34 18,288 53,618 -2,911
Aug10 100428 232.34 233.90 229.96 233.70 +0.33 10,704 31,615 -42
Sep10 100428 231.28 233.48 229.73 233.20 +0.40 6,726 32,939 +351
Oct10 100428 222.17 223.37 220.37 223.37 +0.49 1,527 16,703 +63
Nov10 100428 222.70 222.70 222.70 222.70 +0.63 467 14,729 +80
Dec10 100428 221.35 223.13 219.17 223.13 +0.68 800 11,148 -49
Jan11 100428 224.86 224.86 224.86 224.86 +0.68 17 6,026 -1
Feb11 100428 224.54 227.14 224.54 227.14 +0.70 6 1,475 +0
Total Volume and Open Interest 106,179 317,596 -4,480
e-miNY RBOB Gasoline(NYM)
May10 100428 233.30 233.30 233.27 233.30 +0.60 0 8 +0
Jun10 100428 233.30 233.30 233.30 233.30 +0.50 0 10 +0
Jul10 100428 233.60 233.60 233.55 233.60 +0.40 0 1 +0
Aug10 100428 233.70 233.70 233.70 233.70 +0.30 0 1 +0
Total Volume and Open Interest 0 24 +0
Natural Gas(NYM)
May10 100428 4.207 4.326 4.186 4.271 +0.055 84,697 27,170 -6,533
Jun10 100428 4.310 4.424 4.281 4.348 +0.033 61,615 152,983 +1,248
Jul10 100428 4.445 4.548 4.409 4.474 +0.036 16,149 152,473 +562
Aug10 100428 4.547 4.639 4.519 4.570 +0.038 8,034 53,239 +717
Sep10 100428 4.586 4.680 4.569 4.623 +0.038 6,616 46,804 +193
Oct10 100428 4.716 4.802 4.689 4.732 +0.039 11,729 66,384 +259
Nov10 100428 5.073 5.154 5.073 5.104 +0.032 2,170 15,539 +75
Dec10 100428 5.494 5.559 5.468 5.502 +0.028 2,670 30,720 +8
Jan11 100428 5.686 5.775 5.663 5.714 +0.027 6,636 48,453 -233
Feb11 100428 5.684 5.730 5.647 5.672 +0.023 699 16,942 +156
Mar11 100428 5.546 5.630 5.540 5.572 +0.026 2,546 41,657 +630
Apr11 100428 5.365 5.402 5.342 5.362 +0.024 2,569 36,725 +93
May11 100428 5.391 5.391 5.359 5.374 +0.022 482 18,642 +266
Jun11 100428 5.417 5.425 5.417 5.421 +0.022 142 6,436 -38
Jul11 100428 5.490 5.491 5.486 5.486 +0.022 91 4,601 +24
Aug11 100428 5.514 5.556 5.514 5.536 +0.022 76 4,549 -25
Total Volume and Open Interest 209,025 843,344 -2,589
Brent Crude Oil(ICE)
Jun10 100428 85.29 86.30 84.88 86.16 +0.38 120,642 233,526 +467
Jul10 100428 86.13 87.16 85.80 87.05 +0.40 57,822 166,878 +3,737
Aug10 100428 86.88 87.91 86.58 87.82 +0.42 26,695 70,389 +565
Sep10 100428 87.51 88.50 87.21 88.43 +0.41 15,236 34,924 +1,949
Oct10 100428 88.04 88.96 87.73 88.94 +0.38 7,200 22,116 -212
Nov10 100428 88.51 89.40 88.15 89.39 +0.36 5,841 19,138 +173
Dec10 100428 88.95 89.88 88.53 89.81 +0.33 19,477 99,381 +2,218
Jan11 100428 89.58 90.20 88.91 90.20 +0.31 1,072 21,167 +16
Feb11 100428 89.97 90.57 89.88 90.57 +0.28 1,127 8,859 +243
Mar11 100428 90.92 90.92 90.92 90.92 +0.27 1,802 7,162 -212
Apr11 100428 91.24 91.24 91.24 91.24 +0.26 1,006 4,598 -194
May11 100428 91.52 91.52 91.52 91.52 +0.24 512 3,750 +29
Jun11 100428 90.98 91.78 90.98 91.78 +0.22 913 17,084 +391
Jul11 100428 92.03 92.03 92.03 92.03 +0.23 3 3,191 -1
Total Volume and Open Interest 263,937 812,497 +8,537
Gas Oil(ICE)
May10 100428 712.00 718.25 706.75 710.25 -8.75 36,247 91,461 -2,807
Jun10 100428 716.50 721.25 710.00 713.50 -9.25 41,495 118,332 +2,582
Jul10 100428 723.00 725.50 714.50 718.00 -9.75 9,599 53,552 +795
Aug10 100428 728.50 730.25 720.75 723.75 -9.50 4,104 28,702 +792
Sep10 100428 734.25 736.00 726.50 729.50 -9.25 3,550 31,957 -801
Oct10 100428 739.75 741.50 731.75 735.00 -9.25 1,685 23,472 +246
Nov10 100428 744.50 746.00 737.50 739.50 -9.50 1,213 18,910 -311
Dec10 100428 746.00 751.00 740.25 743.75 -9.50 7,801 91,962 -1,515
Jan11 100428 753.75 753.75 749.00 749.00 -9.75 764 25,131 -110
Feb11 100428 754.00 754.00 753.25 753.25 -9.75 631 13,074 -81
Total Volume and Open Interest 110,070 570,314 -520
Ethanol(CBOT)
Apr10 100406 1.512 1.512 1.512 1.512 -0.003 87 178 -68
May10 100428 1.580 1.593 1.579 1.590 +0.018 178 548 -86
Jun10 100428 1.612 1.618 1.610 1.614 +0.019 39 1,335 +11
Jul10 100428 1.625 1.632 1.610 1.625 +0.017 54 1,305 +5
Aug10 100428 1.646 1.646 1.625 1.630 +0.020 24 544 -7
Sep10 100428 1.633 1.635 1.632 1.633 +0.016 18 614 +2
Oct10 100428 1.640 1.640 1.640 1.640 +0.012 26 678 +16
Nov10 100428 1.645 1.662 1.645 1.646 +0.015 100 856 -20
Total Volume and Open Interest 719 8,591 -95
US Dollar Index(ICE)
Jun10 100428 82.430 82.870 82.160 82.535 +0.225 13,067 42,302 -658
Sep10 100428 82.720 83.060 82.630 82.815 +0.230 259 2,109 +8
Dec10 100428 83.065 83.065 83.065 83.065 +0.230 0 2 +0
Total Volume and Open Interest 13,326 44,413 -650
Australian Dollar(CME)
Jun10 100428 91.04 92.18 91.01 92.06 +0.96 62,371 145,561 +1,624
Sep10 100428 90.11 91.19 90.10 91.08 +0.93 215 421 -20
Dec10 100428 90.10 90.10 89.20 90.10 +0.90 0 12 +0
Total Volume and Open Interest 62,586 145,994 +1,604
British Pound(CME)
Jun10 100428 152.49 152.85 151.22 151.91 -0.63 107,678 118,883 -163
Sep10 100428 152.54 152.71 151.20 151.86 -0.61 308 814 +51
Dec10 100428 151.40 152.41 151.40 151.80 -0.61 0 25 -1
Total Volume and Open Interest 107,986 119,723 -113
Canadian Dollar(CME)
Jun10 100428 98.37 99.27 98.05 99.21 +0.63 54,248 146,255 +1,027
Sep10 100428 98.31 99.15 97.97 99.13 +0.63 105 4,006 -26
Dec10 100428 98.40 98.98 97.83 98.94 +0.65 1 1,079 +1
Mar11 100428 98.67 98.67 97.88 98.67 +0.65 0 251 +0
Total Volume and Open Interest 54,354 151,659 +1,002
Japanese Yen(CME)
Jun10 100428 107.42 107.58 106.05 106.09 -1.35 81,922 139,523 -3,536
Sep10 100428 107.40 107.68 106.19 106.21 -1.33 230 950 -6
Dec10 100428 106.35 107.68 106.35 106.35 -1.33 0 70 +0
Total Volume and Open Interest 82,152 140,544 -3,542
Swiss Franc(CME)
Jun10 100428 91.95 92.52 91.58 92.06 -0.11 36,935 44,160 -251
Sep10 100428 92.01 92.55 91.72 92.18 -0.09 47 499 -10
Dec10 100428 92.28 92.39 92.09 92.28 -0.09 0 10 +0
Total Volume and Open Interest 36,982 44,669 -261
EuroFX(CME)
Jun10 100428 131.65 132.68 131.17 131.89 -0.20 294,426 229,744 +5,281
Sep10 100428 131.66 132.68 131.19 131.89 -0.20 1,677 2,775 +232
Dec10 100428 131.43 132.39 131.43 131.88 -0.20 1 104 +0
Total Volume and Open Interest 296,110 232,668 +5,513
Mexican Peso(CME)
May10 100428 808.0 808.0 808.0 808.0 unch      
Jun10 100428 804.0 811.5 798.0 805.2 unch 13,488 133,209 +941
Total Volume and Open Interest 13,488 133,777 +941
30-Year T-Bonds(CBOT)
Jun10 100428 118~090 118~160 117~140 117~210 -0~210      
Sep10 100428 117~100 117~130 116~160 116~160 -0~290 603 2,197 +153
Dec10 100428 115~210 116~080 115~100 115~100 -0~300 2 12 +0
Total Volume and Open Interest 213,645 665,839 +1,654
10-Year T-Notes(CBOT)
Jun10 100428 117~220 117~300 116~305 117~000 -0~210 758,120 1,625,632 +11,248
Sep10 100428 116~065 116~160 115~205 115~205 -0~215 2,148 13,412 +1,443
Dec10 100428 114~090 114~310 114~090 114~090 -0~220 0 6 +0
Total Volume and Open Interest 760,268 1,639,051 +12,691
5-Year T-Notes(CBOT)
Jun10 100428 115~081 115~108 115~020 115~027 -0~048 335,938 962,032 +4,149
Sep10 100428 114~072 114~072 114~017 114~017 -0~050 152 1,494 +101
Dec10 100428 112~098 113~059 112~098 113~007 -0~052      
Total Volume and Open Interest 336,090 963,526 +4,250
2 Year T-Notes(CBOT)
Jun10 100428 54~038 54~038 54~038 54~038 -0~004      
Sep10 100428 108~012 108~014 108~005 108~005 -0~009 2,214 7,363 +1,034
Dec10 100428 107~062 107~072 107~062 107~062 -0~010 0 1 +0
Total Volume and Open Interest 201,052 1,029,865 -9,858
Eurodollars(CME)
Jun10 100428 99.540 99.560 99.515 99.545 +0.005 117,155 1,242,599 +1,805
Sep10 100428 99.410 99.430 99.375 99.415 +0.015 184,946 1,096,279 -4,854
Dec10 100428 99.185 99.210 99.155 99.190 +0.015 243,328 1,177,273 -22,170
Mar11 100428 98.890 98.930 98.845 98.880 unch 289,723 735,865 -16,623
Jun11 100428 98.560 98.605 98.500 98.535 -0.020 364,405 865,692 +2,597
Sep11 100428 98.235 98.280 98.155 98.190 -0.035 206,686 694,577 -4,898
Dec11 100428 97.905 97.955 97.820 97.855 -0.045 169,069 556,079 +13,044
Mar12 100428 97.630 97.670 97.535 97.560 -0.060 122,910 343,273 +2,947
Jun12 100428 97.340 97.385 97.250 97.270 -0.070 62,867 244,119 -1,087
Sep12 100428 97.080 97.120 96.975 96.995 -0.080 40,045 178,792 -3,072
Dec12 100428 96.820 96.865 96.715 96.730 -0.085 41,844 154,920 +1,849
Mar13 100428 96.600 96.640 96.495 96.510 -0.090 35,440 128,337 -639
Jun13 100428 96.385 96.425 96.275 96.290 -0.095 13,614 80,912 +1,163
Sep13 100428 96.195 96.225 96.075 96.090 -0.100 6,110 72,014 +167
Dec13 100428 95.990 96.020 95.875 95.890 -0.105 5,440 39,646 -360
Mar14 100428 95.835 95.860 95.715 95.730 -0.105 3,797 40,480 -82
Jun14 100428 95.665 95.680 95.550 95.570 -0.105 2,467 37,542 -514
Sep14 100428 95.510 95.550 95.415 95.430 -0.105 1,878 25,608 +293
Total Volume and Open Interest 1,922,602 7,898,652 -28,368
30 Day Federal Funds(CBOT)
Apr10 100428 99.800 99.802 99.798 99.800 unch 3,652 72,336 -2,069
May10 100428 99.785 99.790 99.780 99.785 unch 6,897 69,076 -1,544
Jun10 100428 99.770 99.775 99.765 99.770 unch 3,620 85,429 -1,224
Jul10 100428 99.755 99.765 99.745 99.760 +0.010 2,439 60,299 -597
Aug10 100428 99.735 99.750 99.725 99.740 +0.010 3,727 73,070 -101
Sep10 100428 99.715 99.725 99.700 99.720 +0.015 4,058 53,356 +479
Total Volume and Open Interest 48,898 688,858 -6,281
30 Day Fed Funds(e-CBOT)
Apr10 090519 99.370 99.380 99.360 99.380 unch 756 6,053  
May10 090519 99.255 99.260 99.240 99.250 unch 230 7,105  
Jun10 090519 99.210 99.210 99.200 99.200 unch 98 1,033  
Jul10 090519 99.085 99.085 99.085 99.085 unch 0 2,211  
Aug10 090519 98.995 98.995 98.995 98.995 unch 0 1,623  
Sep10 090519 98.885 98.900 98.880 98.885 unch 50 2,134  
Total Volume and Open Interest 22,142 354,023  
3-Mth Euro-Yen(CME)
Jun10 100428 99.615 99.615 99.615 99.615 unch 0 2,404 +0
Sep10 100428 99.635 99.635 99.635 99.635 unch 15 1,046 +15
Dec10 100428 99.640 99.640 99.640 99.640 unch 0 342 +0
Mar11 100428 99.625 99.625 99.625 99.625 unch 0 167 +0
Jun11 100428 99.600 99.600 99.600 99.600 unch      
Sep11 100428 99.585 99.585 99.585 99.585 unch      
Dec11 100428 99.515 99.515 99.515 99.515 unch      
Mar12 100428 99.480 99.480 99.480 99.480 unch      
Jun12 100428 99.525 99.525 99.525 99.525 -0.005      
Sep12 100428 99.585 99.585 99.585 99.585 -0.005      
Total Volume and Open Interest 15 3,959 +15
3-Mth Euro-Yen(SGX)
Jun10 100428 99.62 99.62 99.61 99.61 0.00 200 4,490 -12
Sep10 100428 99.64 99.64 99.63 99.63 -0.01 0 3,142 -115
Dec10 100428 99.64 99.64 99.64 99.64 0.00 2 1,418 -32
Mar11 100428 99.62 99.62 99.62 99.62 0.00 0 1,735 -15
Jun11 100428 99.60 99.60 99.60 99.60 0.00 0 106 +0
Sep11 100428 99.58 99.58 99.58 99.58 0.00 0 51 +0
Dec11 100428 99.51 99.51 99.51 99.51 0.00 0 102 +0
Mar12 100428 99.47 99.47 99.47 99.47 -0.01 0 305 +0
Total Volume and Open Interest 202 12,415 -174
Japanese Gov't Bonds(SGX)
Jun10 100428 139.68 139.78 139.62 139.77 +0.28 1,188 16,489 +0
Sep10 100428 139.72 139.72 139.72 139.72 +0.23      
Dec10 100428 137.63 137.63 137.63 137.63 +0.23      
Total Volume and Open Interest 1,188 16,941 +452
Euro-Bund(EUREX)
Jun10 100428 125.20 125.51 124.30 124.60 -0.04 812,541 1,026,193 -6,930
Sep10 100428 124.52 124.95 123.85 124.04 +0.01 2,173 5,899 +1,256
Dec10 100428 123.60 123.60 123.60 123.60 -0.04      
Total Volume and Open Interest 814,714 1,032,092 -5,674
Euro-Bobl(EUREX)
Jun10 100428 118.21 118.47 117.75 118.06 -0.22 492,291 807,644 +242
Sep10 100428 117.91 117.91 117.40 117.61 +0.04 6 16,440 +1
Dec10 100428 117.37 117.37 117.37 117.37 +0.04      
Total Volume and Open Interest 492,297 824,084 -15,622
3-Mth Euribor(EUREX)
Jun10 100428 99.155 99.195 99.135 99.180 -0.055 33 5,944 -11
Sep10 100428 99.030 99.055 99.030 99.045 -0.045 31 3,172 -11
Dec10 100428 98.920 98.940 98.920 98.930 -0.010 16 1,559 -1
Total Volume and Open Interest 176 16,141 -22
Long Gilt(LIFFE)
Jun10 100428 115~08 115~19 114~22 115~03 +0~09 80,170 282,066 +6,231
Sep10 100428 114~03 114~03 113~25 113~25 +0~09 1 4 +1
Total Volume and Open Interest 80,171 282,070 +6,232
3-Mth Short Sterling(LIFFE)
Jun10 100428 99.19 99.24 99.16 99.21 -0.04 37,407 365,131 -6,382
Sep10 100428 99.06 99.10 99.03 99.06 -0.04 91,379 464,450 -119
Dec10 100428 98.82 98.87 98.80 98.82 -0.02 141,888 478,690 -2,203
Mar11 100428 98.52 98.57 98.49 98.52 +0.01 126,058 314,956 -24,272
Jun11 100428 98.18 98.24 98.13 98.18 +0.03 120,236 318,605 -19,072
Sep11 100428 97.90 97.92 97.77 97.85 +0.05 63,303 215,294 -8,276
Total Volume and Open Interest 701,532 2,633,394 -55,997
3-Mth Euribor(LIFFE)
Jun10 100428 99.160 99.205 99.135 99.180 -0.055 89,421 941,973 -9,478
Sep10 100428 99.040 99.070 99.020 99.045 -0.045 155,214 805,610 -30,704
Dec10 100428 98.935 98.945 98.910 98.930 -0.015 196,145 567,498 +42
Total Volume and Open Interest 1,135,207 4,089,000 -28,180
3-Mth Aus T-Bills(SFE)
Jun10 100428 95.33 95.37 95.25 95.27 -0.06 20,139 284,421 +780
Sep10 100428 95.06 95.14 94.98 95.00 -0.07 22,604 195,257 -4,684
Dec10 100428 94.79 94.88 94.75 94.78 -0.02 8,880 132,944 -3,050
Mar11 100428 94.59 94.66 94.55 94.58 -0.01 3,256 56,358 -3,557
Jun11 100428 94.42 94.50 94.39 94.41 -0.02 1,669 44,524 -44
Sep11 100428 94.28 94.36 94.26 94.27 -0.01 1,204 24,083 -573
Dec11 100428 94.17 94.26 94.15 94.16 -0.01 805 20,577 +480
Mar12 100428 94.09 94.18 94.09 94.09 unch 192 11,703 +61
Jun12 100428 94.11 94.12 94.05 94.05 +0.01 0 2,416 +0
Sep12 100428 94.08 94.12 94.04 94.04 unch 0 2,006 +0
Total Volume and Open Interest 58,749 774,997 -10,587
10-Year Aus T-Bonds(SFE)
Jun10 100428 94.20 94.30 94.20 94.28 +0.07 18,900 421,468 +3,037
Sep10 100428 94.28 94.28 94.28 94.28 +0.07      
Total Volume and Open Interest 18,900 421,468 +3,037
3-Year Aus T-Bonds(SFE)
Jun10 100428 94.61 94.74 94.60 94.67 +0.05 51,360 640,070 +854
Sep10 100428 94.67 94.67 94.67 94.67 +0.05      
Total Volume and Open Interest 51,360 640,070 +854
Gold(CMX)
Apr10 100428 1166.2 1173.9 1161.1 1171.3 +9.6 108 177 -133
Jun10 100428 1168.7 1175.3 1161.0 1171.8 +9.6 88,294 330,027 +2,041
Aug10 100428 1170.0 1176.5 1162.7 1173.1 +9.6 2,623 38,741 +1,551
Oct10 100428 1169.0 1176.0 1165.5 1174.3 +9.7 488 23,490 -181
Dec10 100428 1170.9 1178.6 1164.8 1175.7 +9.8 1,440 42,846 +388
Feb11 100428 1170.7 1177.4 1170.0 1177.4 +9.9 38 17,385 +32
Apr11 100428 1170.6 1179.4 1170.6 1179.4 +10.0 282 11,860 -186
Jun11 100428 526.5 526.5 526.5 526.5 +10.2 765 6,836 +352
Aug11 100428 1184.9 1184.9 1184.9 1184.9 +10.3 0 3,536 +0
Oct11 100428 1188.5 1188.5 1188.5 1188.5 +10.5 14 6,400 +0
Dec11 100428 1185.0 1194.0 1182.8 1192.3 +10.6 287 15,108 +187
Feb12 100428 1196.7 1196.7 1196.7 1196.7 +10.8 0 3,550 +0
Total Volume and Open Interest 95,250 530,390 +4,392
Silver(CMX)
May10 100428 1818.5 1825.0 1782.0 1810.7 -1.2 37,327 20,218 -10,766
Jul10 100428 1823.5 1828.5 1785.0 1813.5 -1.4 20,273 62,956 +8,104
Sep10 100428 1827.5 1827.5 1788.0 1816.1 -1.4 750 8,542 +577
Dec10 100428 1831.0 1831.0 1796.5 1819.7 -1.3 1,607 14,587 +442
Mar11 100428 1833.0 1833.0 1823.2 1823.2 -1.2 57 3,569 +39
May11 100428 1825.4 1825.4 1825.4 1825.4 -1.0 18 2,058 +15
Jul11 100428 1828.0 1828.0 1828.0 1828.0 -0.9 23 3,202 -27
Total Volume and Open Interest 60,683 124,696 -1,456
Platinum(NYMEX)
Jul10 100428 1720.0 1733.8 1704.6 1713.6 -7.3 2,638 35,938 +217
Oct10 100428 1717.9 1720.7 1714.9 1716.6 -7.6 95 1,084 +85
Jan11 100428 1714.0 1718.2 1714.0 1718.2 -7.6 5 247 +4
Apr11 100428 1718.2 1718.2 1718.2 1718.2 -7.6 1 1 +1
Total Volume and Open Interest 2,757 37,344 +300
Palladium(NYMEX)
Jun10 100428 547.50 554.85 533.75 541.90 -7.05 1,754 23,126 +385
Sep10 100428 553.40 555.50 535.50 543.00 -7.10 19 1,013 +6
Dec10 100428 539.15 544.10 539.15 544.10 -7.00 4 99 +3
Total Volume and Open Interest 1,777 24,262 +394
Copper(CMX)
May10 100428 336.00 338.75 332.40 336.85 +0.50 26,304 16,492 -5,030
Jul10 100428 338.65 340.70 334.40 338.65 +0.40 14,711 93,440 +5,102
Sep10 100428 339.55 341.65 336.70 340.25 +0.40 807 15,777 -61
Dec10 100428 341.45 341.75 339.40 341.45 +0.40 557 10,975 +157
Mar11 100428 342.05 342.05 342.05 342.05 +0.50 102 2,533 +96
Total Volume and Open Interest 43,548 153,882 +437
DJIA Index(CBOT)
Jun10 100428 10950 11030 10921 11015 +60 703 8,372 -657
Sep10 100428 10953 10953 10893 10953 +60 0 13 +0
Dec10 100428 10896 10896 10836 10896 +60 0 1 +0
Mar11 100428 10841 10841 10781 10841 +60      
Total Volume and Open Interest 703 8,386 -657
S & P 500(CME)
Jun10 100428 1181.30 1191.70 1176.80 1190.10 +9.10 12,991 313,502 -843
Sep10 100428 1178.00 1185.90 1175.90 1185.50 +9.10 1,600 6,139 +1,910
Dec10 100428 1171.50 1181.40 1171.40 1181.00 +9.10 0 3,421 +0
Mar11 100428 1176.90 1177.30 1167.30 1176.90 +9.10 0 377 +0
Total Volume and Open Interest 14,591 323,464 +1,067
S & P 500 E-Mini(Globex)
Jun10 100428 1181.50 1192.00 1176.75 1190.00 +9.00 1,624,454 2,504,414 -604
Sep10 100428 1175.75 1187.00 1172.50 1185.50 +9.00 1,269 20,983 -181
Total Volume and Open Interest 1,625,773 2,527,510 -811
NASDAQ 100(CME)
Jun10 100428 2008.50 2022.30 1989.00 2006.80 -2.00 1,401 18,458 +328
Sep10 100428 2005.00 2005.00 1992.00 2005.00 -1.80 0 160 +0
Dec10 100428 2002.50 2002.50 2002.00 2002.50 -1.80      
Total Volume and Open Interest 1,401 18,618 +328
NASDAQ 100 E-Mini(Globex)
Jun10 100428 2008.80 2022.80 1989.50 2006.80 -2.00 210,352 359,992 -1,719
Sep10 100428 2006.50 2020.00 1988.30 2005.00 -1.80 215 1,647 +54
Total Volume and Open Interest 210,567 361,640 -1,665
S & P Midcap 400(CME)
Jun10 100428 829.00 830.00 822.90 827.60 +3.00 24 1,488 -9
Sep10 100428 825.60 825.60 825.60 825.60 +3.00      
Dec10 100428 823.60 823.60 823.60 823.60 +3.00      
Total Volume and Open Interest 24 1,488 -10
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Jun10 100428 10965 11010 10895 10965 +50 12,890 46,527 +389
Sep10 100428 11020 11020 10970 11020 +50 2 1 +1
Total Volume and Open Interest 12,892 46,528 +390
Nikkei 225(SGX)
Jun10 100428 11170 11190 10850 10935 -270 113,575 185,332 +1,384
Sep10 100428 11180 11180 10935 10935 -275 2 356 +0
Dec10 100428 10895 10895 10895 10895 -275 0 968 +0
Total Volume and Open Interest 113,678 187,872 +1,264
CAC 40(EURONEXT)
May10 100428 3750.0 3776.5 3674.5 3713.0 -56.5 107,424 396,771 -5,866
Jun10 100428 3713.0 3740.5 3648.0 3681.5 -56.5 524 57,582 -406
Jul10 100428 3697.5 3697.5 3660.5 3675.5 -57.5      
Total Volume and Open Interest 107,948 455,752 -6,272
Hang Seng Index(HKFE)
Apr10 100428 20800 21038 20759 20890 -368 68,745 59,798 -8,845
May10 100428 20550 20792 20506 20640 -371 15,399 48,107 +29,255
Jun10 100428 20566 20763 20566 20631 -354 472 4,387 +28
Total Volume and Open Interest 84,656 113,299 +20,440
DAX(EUREX)
Jun10 100428 6149.0 6169.0 6032.5 6090.0 -94.0 139,910 162,611 +939
Sep10 100428 6154.5 6174.0 6046.5 6096.0 -93.5 293 9,842 +139
Dec10 100428 6150.0 6175.5 6060.0 6105.0 -93.0 211 861 +32
Total Volume and Open Interest 140,414 173,314 +1,110
FT-SE 100(EURONEXT)
Jun10 100428 5543.00 5602.50 5494.50 5546.00 -46.00 86,944 685,892 +4,611
Sep10 100428 5505.00 5505.00 5505.00 5505.00 -46.00 2 822 +0
Dec10 100428 5486.50 5519.00 5432.00 5478.00 -46.00 10 2,961 +0
Total Volume and Open Interest 86,956 689,675 +4,611
SPI 200(SFE)
Jun10 100428 4884.0 4886.0 4778.0 4826.0 -58.0 30,962 202,001 +2,783
Sep10 100428 4863.0 4863.0 4781.0 4811.0 -62.0 0 2,286 +0
Dec10 100428 4837.0 4837.0 4837.0 4837.0 -57.0 0 2,263 +0
Total Volume and Open Interest 31,043 207,263 +2,852
GSCI(CME)
May10 100428 537.00 540.50 534.00 540.50 +5.50 369 19,687 +5
Jun10 100428 548.00 548.00 542.00 548.00 +5.00 0 5 -1
Jul10 100428 554.00 554.00 548.00 554.00 +4.00      
Total Volume and Open Interest 369 19,692 +4
Reuters CCI(ICE)
Jun10 100428 275.10 275.10 275.10 275.10 +1.50      
Total Volume and Open Interest 0 1 +0
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.